ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

Note: Option positions (PUT/CALL) are excluded.

Q4 2013
Shares 235,336 Value ($000) $3,619 Avg Close — Range —
Q3 2013
Shares 498,658 Value ($000) $7,664 Avg Close — Range —
Q2 2013
Shares 398,658 Value ($000) $7,116 Avg Close — Range —